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Again, that is just one perception of how dimensions work. Throughout various media there have been various implementations of dimensions. Some link them side by side with only a wall separating them, other have them be entire worlds floating in another form of space. Yet other media depict them as worlds within worlds, like the marble galaxies of MiB or the dungeons of Magi.
You use the first method, worlds separated only by a barrier. The Nanoha franchise uses the seconds, worlds separated by another dimension. A sort of "astral plane" if you are familiar with D&D.
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